Before you replace brake rotors that have been classified as “Warped” you should measure the run out. You may find that the run out is within factory specifications. If this is the case then why is the steering wheel shaking?
In high performance or heavy use vehicles we sometimes run in to this situation. The problem is usually not the brake rotors, it’s the brake pads. When the brake system is used to its limit and you heat your brake pads beyond their operational temperature limit they will deposit brake pad material unevenly on the brake rotor. (See Photo) Pad material build up creates uneven rotor thickness which gives you the sensation of a “warped” brake rotor.